Fund profile
Tickers
GMODX, GMOHX, GMOLX, GAAAX
Fund manager
Total assets
$1.53 bn
Liabilities
$143.68 mm
Net assets
$1.39 bn
Number of holdings
326.00
Top 200 of 326 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
REPO DAIWA | 275.08 mm | 275.08 mm principal | 19.80 | Repurchase agreement | Long | USA |
U.S. Treasury Floating Rate Notes | 53.02 mm | 53.00 mm principal | 3.82 | Debt | Long | USA |
U.S. Treasury Floating Rate Notes | 45.10 mm | 45.00 mm principal | 3.25 | Debt | Long | USA |
Uniform Mortgage-Backed Security, TBA | 38.98 mm | 39.62 mm principal | 2.80 | ABS-mortgage backed security | Long | USA |
Uniform Mortgage-Backed Security, TBA | 27.06 mm | 27.02 mm principal | 1.95 | ABS-mortgage backed security | Long | USA |
Man GLG US CLO | 25.48 mm | 25.46 mm principal | 1.83 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
OCP CLO 2014-6 Ltd | 18.37 mm | 18.33 mm principal | 1.32 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Benchmark 2019-B15 Mortgage Trust | 16.41 mm | 19.00 mm principal | 1.18 | ABS-mortgage backed security | Long | USA |
SLM Private Credit Student Loan Trust 2006-A | 16.09 mm | 16.56 mm principal | 1.16 | ABS-other | Long | USA |
COMM 2018-COR3 Mortgage Trust | 14.88 mm | 16.00 mm principal | 1.07 | ABS-mortgage backed security | Long | USA |
Benchmark 2019-B9 Mortgage Trust | 14.79 mm | 16.00 mm principal | 1.06 | ABS-mortgage backed security | Long | USA |
SLM Student Loan Trust 2008-5 | 13.94 mm | 13.91 mm principal | 1.00 | ABS-other | Long | USA |
SLM Private Credit Student Loan Trust 2007-A | 13.35 mm | 13.53 mm principal | 0.96 | ABS-other | Long | USA |
National Collegiate Student Loan Trust 2007-1 | 13.34 mm | 13.94 mm principal | 0.96 | ABS-other | Long | USA |
SLM Private Credit Student Loan Trust 2005-A | 13.27 mm | 13.47 mm principal | 0.95 | ABS-other | Long | USA |
WFRBS Commercial Mortgage Trust 2014-C21 | 13.20 mm | 13.70 mm principal | 0.95 | ABS-mortgage backed security | Long | USA |
Benchmark 2022-B34 Mortgage Trust | 12.68 mm | 14.50 mm principal | 0.91 | ABS-mortgage backed security | Long | USA |
SWAP/CDSWAP/CDS: (CDX.NA.HY.41.V2 35-100%) | 12.09 mm | 63.01 mm other units | 0.87 | Credit derivative | N/A | UK |
SLM Student Loan Trust 2008-4 | 12.02 mm | 12.02 mm principal | 0.87 | ABS-other | Long | USA |
MKT 2020-525M Mortgage Trust | 11.79 mm | 14.60 mm principal | 0.85 | ABS-mortgage backed security | Long | USA |
GMO US Treasury Fund
|
11.62 mm | 2.32 mm shares | 0.84 | Common equity | Long | USA |
Benchmark 2022-B32 Mortgage Trust | 11.46 mm | 13.88 mm principal | 0.82 | ABS-mortgage backed security | Long | USA |
BBCMS 2018-TALL Mortgage Trust | 11.30 mm | 11.86 mm principal | 0.81 | ABS-mortgage backed security | Long | USA |
Tricon American Homes 2019-SFR1 Trust | 10.63 mm | 11.17 mm principal | 0.76 | ABS-other | Long | USA |
AccessLex Institute | 10.38 mm | 10.75 mm principal | 0.75 | ABS-other | Long | USA |
WaMu Commercial Mortgage Securities Trust 2007-SL3 | 10.05 mm | 11.59 mm principal | 0.72 | ABS-mortgage backed security | Long | USA |
SLM Private Credit Student Loan Trust 2005-B | 9.89 mm | 10.09 mm principal | 0.71 | ABS-other | Long | USA |
Bravo Mortgage Asset Trust | 9.48 mm | 10.87 mm principal | 0.68 | ABS-other | Long | USA |
OZLM XVIII Ltd | 9.46 mm | 9.45 mm principal | 0.68 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Citigroup Commercial Mortgage Trust 2014-GC23 | 9.16 mm | 9.35 mm principal | 0.66 | ABS-mortgage backed security | Long | USA |
Venture XXIV CLO Ltd | 9.00 mm | 9.00 mm principal | 0.65 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BBCMS 2018-CHRS Mortgage Trust | 8.63 mm | 11.04 mm principal | 0.62 | ABS-mortgage backed security | Long | USA |
Tricon American Homes 2020-SFR1 | 8.56 mm | 9.32 mm principal | 0.62 | ABS-other | Long | USA |
SLM Private Credit Student Loan Trust 2006-B | 7.77 mm | 7.96 mm principal | 0.56 | ABS-other | Long | USA |
SLM Private Credit Student Loan Trust 2004-B | 7.73 mm | 7.82 mm principal | 0.56 | ABS-other | Long | USA |
Towd Point Asset Trust 2018-SL1 | 7.72 mm | 7.76 mm principal | 0.56 | ABS-other | Long | USA |
Steele Creek CLO 2016-1 Ltd | 7.65 mm | 7.64 mm principal | 0.55 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BX Trust 2019-OC11 | 7.56 mm | 9.00 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
UBS Commercial Mortgage Trust 2018-C12 | 7.54 mm | 8.01 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
Federal Home Loan Banks | 7.50 mm | 7.50 mm principal | 0.54 | Debt | Long | USA |
Wells Fargo Commercial Mortgage Trust 2018-C46 | 7.47 mm | 7.94 mm principal | 0.54 | ABS-mortgage backed security | Long | USA |
Venture 34 CLO Ltd | 7.32 mm | 7.32 mm principal | 0.53 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Benchmark 2018-B8 Mortgage Trust | 7.25 mm | 7.76 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
Zais Clo 15 Ltd | 7.21 mm | 7.20 mm principal | 0.52 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Taubman Centers Commercial Mortgage Trust 2022-DPM | 7.20 mm | 7.13 mm principal | 0.52 | ABS-mortgage backed security | Long | USA |
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-5 Trust | 7.12 mm | 8.29 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
GM Financial Consumer Automobile Receivables Trust 2021-3 | 7.12 mm | 7.50 mm principal | 0.51 | ABS-other | Long | USA |
BX Trust 2019-OC11 | 7.07 mm | 8.00 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust 2017-5 | 7.07 mm | 6.97 mm principal | 0.51 | ABS-mortgage backed security | Long | USA |
Nissan Auto Receivables 2023-B Owner Trust | 7.06 mm | 7.00 mm principal | 0.51 | ABS-other | Long | USA |
KeyCorp Student Loan Trust 2005-A | 6.99 mm | 7.28 mm principal | 0.50 | ABS-other | Long | USA |
Hyundai Auto Receivables Trust 2024-A | 6.96 mm | 7.00 mm principal | 0.50 | ABS-other | Long | USA |
Benchmark 2020-B19 Mortgage Trust | 6.90 mm | 8.62 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2020-VIV4 | 6.88 mm | 8.00 mm principal | 0.50 | ABS-mortgage backed security | Long | USA |
OFSI BSL VIII Ltd | 6.87 mm | 6.87 mm principal | 0.49 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-3 | 6.86 mm | 7.03 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
Bayview Commercial Asset Trust 2006-SP2 | 6.83 mm | 7.23 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2020-VIVA | 6.79 mm | 8.00 mm principal | 0.49 | ABS-mortgage backed security | Long | USA |
Hayfin US XII Ltd | 6.57 mm | 6.55 mm principal | 0.47 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
GSR Mortgage Loan Trust 2007-OA2 | 6.24 mm | 10.91 mm principal | 0.45 | ABS-mortgage backed security | Long | USA |
National Collegiate Student Loan Trust 2006-1 | 6.23 mm | 6.46 mm principal | 0.45 | ABS-other | Long | USA |
SLM Student Loan Trust 2007-7 | 6.16 mm | 6.27 mm principal | 0.44 | ABS-other | Long | USA |
World Omni Auto Receivables Trust 2024-B | 6.00 mm | 6.00 mm principal | 0.43 | ABS-other | Long | USA |
FirstKey Homes 2021-SFR3 Trust | 5.95 mm | 6.49 mm principal | 0.43 | ABS-other | Long | USA |
GM Financial Consumer Automobile Receivables Trust 2024-1 | 5.95 mm | 6.00 mm principal | 0.43 | ABS-other | Long | USA |
BX Commercial Mortgage Trust 2021-VINO | 5.79 mm | 5.83 mm principal | 0.42 | ABS-mortgage backed security | Long | USA |
IndyMac INDX Mortgage Loan Trust 2006-AR2 | 5.75 mm | 6.90 mm principal | 0.41 | ABS-mortgage backed security | Long | USA |
Whitehorse XII Ltd | 5.69 mm | 5.68 mm principal | 0.41 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
AMSR 2020-SFR5 Trust | 5.65 mm | 6.00 mm principal | 0.41 | ABS-other | Long | USA |
Benchmark 2019-B11 Mortgage Trust | 5.61 mm | 6.24 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
BX Commercial Mortgage Trust 2021-ACNT | 5.56 mm | 5.58 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
CSMC 2022-NQM1 | 5.54 mm | 6.42 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
ELP Commercial Mortgage Trust 2021-ELP | 5.52 mm | 5.56 mm principal | 0.40 | ABS-mortgage backed security | Long | USA |
HarborView Mortgage Loan Trust 2007-4 | 5.43 mm | 6.09 mm principal | 0.39 | ABS-mortgage backed security | Long | USA |
Mountain View CLO IX Ltd | 5.41 mm | 5.41 mm principal | 0.39 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Conseco Finance Securitizations Corp | 5.40 mm | 5.54 mm principal | 0.39 | ABS-other | Long | USA |
Conseco Finance Securitizations Corp | 5.36 mm | 5.59 mm principal | 0.39 | ABS-other | Long | USA |
SLC Student Loan Trust 2008-2 | 5.30 mm | 5.36 mm principal | 0.38 | ABS-other | Long | USA |
Northwoods Capital XVII Ltd | 5.25 mm | 5.24 mm principal | 0.38 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Bank of America Auto Trust 2023-2 | 5.03 mm | 5.00 mm principal | 0.36 | ABS-other | Long | USA |
Tricon American Homes 2020-SFR2 Trust | 4.98 mm | 5.67 mm principal | 0.36 | ABS-other | Long | USA |
UBS Commercial Mortgage Trust 2018-C9 | 4.90 mm | 5.27 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
MHC Trust 2021-MHC2 | 4.86 mm | 4.89 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
GS Mortgage Securities Corp II | 4.85 mm | 5.00 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2022-5 | 4.83 mm | 5.22 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
Bear Stearns Mortgage Funding Trust 2006-AR1 | 4.80 mm | 5.50 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
Velocity Commercial Capital Loan Trust 2021-4 | 4.80 mm | 5.44 mm principal | 0.35 | ABS-mortgage backed security | Long | USA |
Steele Creek CLO 2014-1 Ltd | 4.73 mm | 4.73 mm principal | 0.34 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Conseco Finance Securitizations Corp | 4.70 mm | 4.91 mm principal | 0.34 | ABS-other | Long | USA |
Oakwood Mortgage Investors Inc | 4.69 mm | 4.92 mm principal | 0.34 | ABS-other | Long | USA |
Venture 32 CLO Ltd | 4.69 mm | 4.68 mm principal | 0.34 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
ILPT Commercial Mortgage Trust 2022-LPFX | 4.58 mm | 5.50 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
Benchmark 2018-B2 Mortgage Trust | 4.52 mm | 4.85 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
WaMu Commercial Mortgage Securities Trust 2006-SL1 | 4.47 mm | 4.55 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
National Collegiate Student Loan Trust 2007-2 | 4.46 mm | 4.74 mm principal | 0.32 | ABS-other | Long | USA |
Citigroup Commercial Mortgage Trust 2014-GC23 | 4.41 mm | 4.45 mm principal | 0.32 | ABS-mortgage backed security | Long | USA |
Verus Securitization Trust 2021-8 | 4.34 mm | 4.97 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
Generate CLO 4 Ltd | 4.33 mm | 4.33 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BX Trust 2019-OC11 | 4.33 mm | 4.90 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
Telos CLO 2014-5 Ltd | 4.32 mm | 4.34 mm principal | 0.31 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
FRESB 2019-SB63 Mortgage Trust | 4.29 mm | 117.32 mm principal | 0.31 | ABS-mortgage backed security | Long | USA |
KeyCorp Student Loan Trust 2004-A | 4.17 mm | 4.45 mm principal | 0.30 | ABS-other | Long | USA |
Fannie Mae REMICS | 4.16 mm | 5.01 mm principal | 0.30 | ABS-mortgage backed security | Long | USA |
U.S. Treasury Floating Rate Notes | 4.11 mm | 4.10 mm principal | 0.30 | Debt | Long | USA |
Bayview Commercial Asset Trust 2007-2 | 4.08 mm | 4.45 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Residential Asset Securitization Trust 2006-A7CB | 4.03 mm | 15.29 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Mountain View CLO 2013-1 Ltd | 4.01 mm | 4.00 mm principal | 0.29 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BX Trust 2019-OC11 | 4.01 mm | 4.57 mm principal | 0.29 | ABS-mortgage backed security | Long | USA |
Fannie Mae Pool | 3.78 mm | 4.16 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
State Street Institutional Treasury Money Market Fund | 3.76 mm | 3.76 mm shares | 0.27 | Short-term investment vehicle | Long | USA |
American Home Mortgage Assets Trust 2006-4 | 3.73 mm | 6.76 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
FRESB 2020-SB76 Mortgage Trust | 3.72 mm | 100.04 mm principal | 0.27 | ABS-mortgage backed security | Long | USA |
Structured Adjustable Rate Mortgage Loan Trust | 3.62 mm | 4.39 mm principal | 0.26 | ABS-mortgage backed security | Long | USA |
AccessLex Institute | 3.61 mm | 3.98 mm principal | 0.26 | ABS-other | Long | USA |
Crestline Denali CLO XVI Ltd | 3.57 mm | 3.56 mm principal | 0.26 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SLM Student Loan Trust 2008-6 | 3.57 mm | 3.59 mm principal | 0.26 | ABS-other | Long | USA |
Oakwood Mortgage Investors Inc | 3.43 mm | 6.61 mm principal | 0.25 | ABS-other | Long | USA |
MHC Commercial Mortgage Trust 2021-MHC | 3.43 mm | 3.45 mm principal | 0.25 | ABS-mortgage backed security | Long | USA |
Oakwood Mortgage Investors Inc | 3.34 mm | 3.45 mm principal | 0.24 | ABS-other | Long | USA |
Terwin Mortgage Trust 2006-7 | 3.33 mm | 7.95 mm principal | 0.24 | ABS-other | Long | USA |
BCMSC Trust 1999-A | 3.19 mm | 3.39 mm principal | 0.23 | ABS-other | Long | USA |
SLM Private Credit Student Loan Trust 2004-A | 3.18 mm | 3.19 mm principal | 0.23 | ABS-other | Long | USA |
Harvest Commercial Capital Loan Trust 2019-1 | 3.17 mm | 3.50 mm principal | 0.23 | ABS-mortgage backed security | Long | USA |
Benchmark 2018-B7 Mortgage Trust | 3.10 mm | 3.24 mm principal | 0.22 | ABS-mortgage backed security | Long | USA |
Lehman ABS Manufactured Housing Contract Trust 2001-B | 3.08 mm | 3.46 mm principal | 0.22 | ABS-other | Long | USA |
Shackleton 2014-V-R CLO Ltd | 3.03 mm | 3.03 mm principal | 0.22 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
BofA Auto Trust 2024-1 | 3.00 mm | 3.00 mm principal | 0.22 | ABS-other | Long | USA |
Navient Private Education Refi Loan Trust 2022-A | 3.00 mm | 3.42 mm principal | 0.22 | ABS-other | Long | USA |
COMM 2015-PC1 Mortgage Trust | 2.87 mm | 3.03 mm principal | 0.21 | ABS-mortgage backed security | Long | USA |
Zais CLO 8 Ltd | 2.80 mm | 2.80 mm principal | 0.20 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Fieldstone Mortgage Investment Trust Series 2004-4 | 2.69 mm | 4.33 mm principal | 0.19 | ABS-other | Long | USA |
Bayview Commercial Asset Trust 2006-3 | 2.69 mm | 2.81 mm principal | 0.19 | ABS-mortgage backed security | Long | USA |
SLM Private Credit Student Loan Trust 2003-A | 2.58 mm | 2.59 mm principal | 0.19 | ABS-other | Long | USA |
National Collegiate Student Loan Trust 2006-4 | 2.56 mm | 2.63 mm principal | 0.18 | ABS-other | Long | USA |
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-1 | 2.53 mm | 2.75 mm principal | 0.18 | ABS-mortgage backed security | Long | USA |
SOUND POINT CLO XIX Ltd | 2.52 mm | 2.52 mm principal | 0.18 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
RAMP Series 2005-RS1 Trust | 2.51 mm | 2.68 mm principal | 0.18 | ABS-other | Long | USA |
SLM Private Credit Student Loan Trust 2006-C | 2.48 mm | 2.67 mm principal | 0.18 | ABS-other | Long | USA |
Collegiate Funding Services Education Loan Trust 2005B | 2.44 mm | 2.70 mm principal | 0.18 | ABS-other | Long | USA |
Oakwood Mortgage Investors Inc | 2.42 mm | 2.56 mm principal | 0.17 | ABS-other | Long | USA |
BankAmerica Manufactured Housing Contract Trust | 2.39 mm | 13.74 mm principal | 0.17 | ABS-other | Long | USA |
Bayview Commercial Asset Trust 2005-2 | 2.34 mm | 2.46 mm principal | 0.17 | ABS-mortgage backed security | Long | USA |
UCFC Manufactured Housing Contract | 2.29 mm | 2.46 mm principal | 0.16 | ABS-other | Long | USA |
Home Loan Trust 2006-HI4 | 2.28 mm | 8.22 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
National Collegiate Student Loan Trust 2005-2 | 2.25 mm | 2.32 mm principal | 0.16 | ABS-other | Long | USA |
FRESB 2020-SB77 Mortgage Trust | 2.25 mm | 83.61 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
Nelnet Student Loan Trust 2021-A | 2.21 mm | 2.44 mm principal | 0.16 | ABS-other | Long | USA |
OZLM XXII Ltd | 2.19 mm | 2.19 mm principal | 0.16 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Oakwood Mortgage Investors Inc | 2.18 mm | 11.75 mm principal | 0.16 | ABS-other | Long | USA |
Home Equity Asset Trust 2006-2 | 2.10 mm | 2.15 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Ajax Mortgage Loan Trust 2021-A | 2.08 mm | 2.40 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
GSAA Home Equity Trust 2006-9 | 2.08 mm | 10.58 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
Navient Student Loan Trust | 2.06 mm | 2.05 mm principal | 0.15 | ABS-other | Long | USA |
First Franklin Mortgage Loan Trust 2006-FF12 | 2.06 mm | 2.23 mm principal | 0.15 | ABS-other | Long | USA |
Alternative Loan Trust 2005-18CB | 2.06 mm | 2.22 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
CSMC Mortgage-Backed Trust 2007-4 | 1.99 mm | 3.69 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Citigroup Mortgage Loan Trust 2006-AR5 | 1.98 mm | 3.58 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Bayview Commercial Asset Trust 2007-3 | 1.92 mm | 2.05 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
MKT 2020-525M Mortgage Trust | 1.90 mm | 3.00 mm principal | 0.14 | ABS-mortgage backed security | Long | USA |
Bayview Commercial Asset Trust 2006-2 | 1.85 mm | 1.95 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
National Collegiate Student Loan Trust 2004-2 | 1.84 mm | 1.88 mm principal | 0.13 | ABS-other | Long | USA |
Conseco Finance Corp | 1.84 mm | 1.85 mm principal | 0.13 | ABS-other | Long | USA |
Uniform Mortgage-Backed Security, TBA | 1.84 mm | 1.91 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
Venture XVII CLO Ltd | 1.83 mm | 1.83 mm principal | 0.13 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Wells Fargo Commercial Mortgage Trust 2019-C51 | 1.82 mm | 2.03 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
National Collegiate 2007-3 Commutation Trust | 1.76 mm | 8.78 mm principal | 0.13 | ABS-other | Long | USA |
SLM Private Credit Student Loan Trust 2006-B | 1.71 mm | 1.77 mm principal | 0.12 | ABS-other | Long | USA |
Oakwood Mortgage Investors Inc | 1.68 mm | 1.88 mm principal | 0.12 | ABS-other | Long | USA |
Midocean Credit Clo VIII | 1.67 mm | 1.67 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Zais Clo 7 Ltd | 1.63 mm | 1.63 mm principal | 0.12 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Grace Trust 2020-GRCE | 1.62 mm | 2.00 mm principal | 0.12 | ABS-mortgage backed security | Long | USA |
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust | 1.56 mm | 1.90 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust | 1.55 mm | 1.86 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
Bayview Commercial Asset Trust 2006-1 | 1.54 mm | 1.67 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
Lehman Brothers Small Balance Commercial Mortgage Trust 2007-2 | 1.53 mm | 1.54 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
National Collegiate II Commutation Trust | 1.53 mm | 7.63 mm principal | 0.11 | ABS-other | Long | USA |
SLM Private Credit Student Loan Trust 2003-C | 1.52 mm | 5.40 mm principal | 0.11 | ABS-other | Long | USA |
Bear Stearns Asset Backed Securities I Trust 2004-AC5 | 1.47 mm | 1.62 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
Residential Asset Securitization Trust 2005-A8CB | 1.46 mm | 2.62 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
FRESB 2020-SB74 Mortgage Trust | 1.44 mm | 48.64 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
Conseco Finance Corp | 1.44 mm | 1.50 mm principal | 0.10 | ABS-other | Long | USA |
Bear Stearns ALT-A Trust 2007-1 | 1.42 mm | 1.80 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
Velocity Commercial Capital Loan Trust 2022-1 | 1.41 mm | 1.63 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
GMACM Home Equity Loan Trust 2007-HE3 | 1.41 mm | 1.50 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
Steele Creek Clo 2017-1 Ltd | 1.37 mm | 1.37 mm principal | 0.10 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust | 1.35 mm | 4.04 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
Home Loan Trust 2007-HI1 | 1.35 mm | 8.86 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
Oakwood Mortgage Investors Inc | 1.35 mm | 2.76 mm principal | 0.10 | ABS-other | Long | USA |
Bayview Commercial Asset Trust 2008-1 | 1.33 mm | 1.37 mm principal | 0.10 | ABS-mortgage backed security | Long | USA |
Progress Residential 2021-SFR10 Trust | 1.32 mm | 1.50 mm principal | 0.10 | ABS-other | Long | USA |
Sounds Point CLO IV-R LTD | 1.28 mm | 1.27 mm principal | 0.09 | ABS-collateralized bond/debt obligation | Long | Cayman Islands |
SLM Private Credit Student Loan Trust 2003-C | 1.24 mm | 1.25 mm principal | 0.09 | ABS-other | Long | USA |
Velocity Commercial Capital Loan Trust 2021-4 | 1.22 mm | 1.53 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
Bayview Commercial Asset Trust 2005-4 | 1.19 mm | 1.26 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
Towd Point Mortgage Trust 2017-5 | 1.17 mm | 1.15 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
Bayview Commercial Asset Trust 2007-1 | 1.13 mm | 1.19 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
WaMu Commercial Mortgage Securities Trust 2007-SL2 | 1.11 mm | 1.12 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-H1 | 1.09 mm | 1.16 mm principal | 0.08 | ABS-other | Long | USA |
Oakwood Mortgage Investors Inc | 1.06 mm | 1.09 mm principal | 0.08 | ABS-other | Long | USA |
South Carolina Student Loan Corp 2015-A | 1.05 mm | 1.05 mm principal | 0.08 | ABS-other | Long | USA |